+181.3%
MCD vs XLI
+250.3%
-69.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | -6.7% | -6.9% | +0.2% | -3.2% |
| 3M | -9.6% | -1.9% | -7.6% | -9.0% |
| 6M | -22.3% | +1.0% | -23.3% | -23.3% |
| YTD | -15.4% | +11.3% | -26.8% | -21.1% |
| 1Y | -16.8% | +15.8% | -32.6% | -24.3% |
| 3Y | -2.4% | +69.8% | -72.2% | -30.3% |
| 5Y | +19.4% | +80.9% | -61.5% | -19.0% |
| 10Y | +181.3% | +257.2% | -75.9% | +25.7% |
| All | +181.3% | +250.3% | -69.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling